Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions

DOI10.1016/j.jmva.2014.02.002zbMath1293.62180MaRDI QIDQ2443255

Jennifer So-Kuen Chan, Wai-Yin Wan

Publication date: 7 April 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.02.002

zbMATH Keywords

Markov chain Monte Carlo algorithm; geometric process; generalized Poisson distribution; scale mixtures of normals; multivariate \(\log\)-\(t\) distribution

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P25: Applications of statistics to social sciences

62F15: Bayesian inference

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Uses Software

• WinBUGS

Cites Work

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